They did a lot of songs from "Aja," including the title track! "Peg" too, which is catchy as all hell (but George hates this song). "Gaucho" is the only Dan album I don't own and have never heard in full, but it has good songs on it. Their last song was "FM."
Come to think of it, "The Royal Scam" might have been the song they opened with in 2008. Deep cuts!
I used to listen to "The Who Sell Out" a lot but lose interest in the opera shit toward the end. It does have a lot of good songs on it. "Tommy" is also sporadically good but just goes on forever.
N.P. - Steely Dan: "The Royal Scam"